-62.1%
W vs EAT
+326.5%
-388.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +2.6% |
| 7D | +6.5% | -4.9% | +11.4% | +9.7% |
| 30D | -6.2% | -1.2% | -5.0% | -6.8% |
| 3M | +48.9% | +52.2% | -3.4% | +10.8% |
| 6M | +31.2% | +65.0% | -33.8% | -10.4% |
| YTD | -0.4% | +55.0% | -55.5% | -29.2% |
| 1Y | +14.8% | +42.1% | -27.2% | -15.2% |
| 3Y | +40.5% | +614.7% | -574.2% | -71.0% |
| 5Y | -62.1% | +322.7% | -384.9% | -91.5% |
| All | -62.1% | +326.5% | -388.6% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling